comparison any/include/boost/math/distributions/find_location.hpp @ 160:cff480c41f97

Add some cross-platform Boost headers

+//  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2007.
+
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_STATS_FIND_LOCATION_HPP
+#define BOOST_STATS_FIND_LOCATION_HPP
+
+#include <boost/math/distributions/fwd.hpp> // for all distribution signatures.
+#include <boost/math/distributions/complement.hpp>
+#include <boost/math/policies/policy.hpp>
+#include <boost/math/tools/traits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+#include <boost/math/policies/error_handling.hpp>
+// using boost::math::policies::policy;
+// using boost::math::complement; // will be needed by users who want complement,
+// but NOT placed here to avoid putting it in global scope.
+
+namespace boost
+{
+  namespace math
+  {
+  // Function to find location of random variable z
+  // to give probability p (given scale)
+  // Applies to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
+  // enforced by BOOST_STATIC_ASSERT below.
+
+    template <class Dist, class Policy>
+    inline
+      typename Dist::value_type find_location( // For example, normal mean.
+      typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
+      // For example, a nominal minimum acceptable z, so that p * 100 % are > z
+      typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
+      typename Dist::value_type scale, // scale parameter, for example, normal standard deviation.
+      const Policy& pol 
+      )
+    {
+#if !defined(BOOST_NO_SFINAE) && !BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x590))
+      // Will fail to compile here if try to use with a distribution without scale & location,
+      // for example pareto, and many others.  These tests are disabled by the pp-logic
+      // above if the compiler doesn't support the SFINAE tricks used in the traits class.
+      BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value); 
+      BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value);
+#endif
+      static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
+
+      if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);
+      }
+      if(!(boost::math::isfinite)(z))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "z parameter was %1%, but must be finite!", z, pol);
+      }
+      if(!(boost::math::isfinite)(scale))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "scale parameter was %1%, but must be finite!", scale, pol);
+      }
+        
+      //cout << "z " << z << ", p " << p << ",  quantile(Dist(), p) "
+      //  << quantile(Dist(), p) << ", quan * scale " << quantile(Dist(), p) * scale << endl;
+      return z - (quantile(Dist(), p) * scale);
+    } // find_location
+
+    template <class Dist>
+    inline // with default policy.
+      typename Dist::value_type find_location( // For example, normal mean.
+      typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
+      // For example, a nominal minimum acceptable z, so that p * 100 % are > z
+      typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
+      typename Dist::value_type scale) // scale parameter, for example, normal standard deviation.
+    { // Forward to find_location with default policy.
+       return (find_location<Dist>(z, p, scale, policies::policy<>()));
+    } // find_location
+
+    // So the user can start from the complement q = (1 - p) of the probability p,
+    // for example, l = find_location<normal>(complement(z, q, sd));
+
+    template <class Dist, class Real1, class Real2, class Real3>
+    inline typename Dist::value_type find_location( // Default policy.
+      complemented3_type<Real1, Real2, Real3> const& c)
+    {
+      static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
+
+      typename Dist::value_type p = c.param1;
+      if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, policies::policy<>());
+      }
+      typename Dist::value_type z = c.dist;
+      if(!(boost::math::isfinite)(z))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "z parameter was %1%, but must be finite!", z, policies::policy<>());
+      }
+      typename Dist::value_type scale = c.param2;
+      if(!(boost::math::isfinite)(scale))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "scale parameter was %1%, but must be finite!", scale, policies::policy<>());
+      }
+       // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
+       return z - quantile(Dist(), p) * scale;
+    } // find_location complement
+
+
+    template <class Dist, class Real1, class Real2, class Real3, class Real4>
+    inline typename Dist::value_type find_location( // Explicit policy.
+      complemented4_type<Real1, Real2, Real3, Real4> const& c)
+    {
+      static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
+
+      typename Dist::value_type p = c.param1;
+      if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, c.param3);
+      }
+      typename Dist::value_type z = c.dist;
+      if(!(boost::math::isfinite)(z))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "z parameter was %1%, but must be finite!", z, c.param3);
+      }
+      typename Dist::value_type scale = c.param2;
+      if(!(boost::math::isfinite)(scale))
+      {
+       return policies::raise_domain_error<typename Dist::value_type>(
+           function, "scale parameter was %1%, but must be finite!", scale, c.param3);
+      }
+       // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
+       return z - quantile(Dist(), p) * scale;
+    } // find_location complement
+
+  } // namespace boost
+} // namespace math
+
+#endif // BOOST_STATS_FIND_LOCATION_HPP
+